This book provides an overview of three generations of spatial econometric models: models
based on cross-sectional data, static models based on spatial panels and dynamic spatial …

This paper provides a survey of the existing literature on the specification and estimation of
dynamic spatial panel data models, a collection of models for spatial panels extended to …

This chapter provides a survey of the specification and estimation of spatial panel data
models. Five panel data models commonly used in applied research are considered: the …

There is a vast amount of literature regarding the asymptotic properties of various
approaches to estimating simultaneous space–time panel models, but little attention has …

First introduced in the field of economics of innovation by Anselin, Varga and Acs (1997),
spatial econometric tools are increasingly used to study the geography of innovation. By …

This paper provides a survey of the existing literature on spatial panel data models. Both
static and dynamic models will be considered. The paper also demonstrates that spatial …

Taking a Bayesian perspective on model uncertainty for static panel data models proposed
in the spatial econometrics literature considerably simplifies the task of selecting an …

A system of two dynamic spatial panel data model equations is developed in which output
growth and the change in the unemployment rate are interdependent. The parameters of the …

We propose quasi maximum likelihood (QML) estimation of dynamic panel models with
spatial errors when the cross-sectional dimension n is large and the time dimension T is …

Using data from Abiad et al.(2008), we estimate a dynamic spatial panel data model with
country and time-period fixed effects to test for spatial cointegration in the financial …